FMIEX vs. MFWIX
Compare and contrast key facts about Wasatch Global Value Fund Investor Class Shares (FMIEX) and MFS Global Total Return Fund Class I (MFWIX).
FMIEX is managed by Wasatch. It was launched on Sep 25, 1996. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
FMIEX vs. MFWIX - Performance Comparison
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FMIEX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIEX Wasatch Global Value Fund Investor Class Shares | 6.04% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, FMIEX achieves a 6.04% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, FMIEX has outperformed MFWIX with an annualized return of 11.03%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
FMIEX
- 1D
- 0.60%
- 1M
- -5.84%
- YTD
- 6.04%
- 6M
- 10.61%
- 1Y
- 24.34%
- 3Y*
- 16.68%
- 5Y*
- 11.63%
- 10Y*
- 11.03%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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FMIEX vs. MFWIX - Expense Ratio Comparison
FMIEX has a 1.10% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
FMIEX vs. MFWIX — Risk / Return Rank
FMIEX
MFWIX
FMIEX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Value Fund Investor Class Shares (FMIEX) and MFS Global Total Return Fund Class I (MFWIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FMIEX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.29 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.85 | 1.77 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.59 | +0.98 |
Martin ratioReturn relative to average drawdown | 11.99 | 6.26 | +5.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMIEX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.29 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.52 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.65 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.71 | -0.12 |
Correlation
The correlation between FMIEX and MFWIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FMIEX vs. MFWIX - Dividend Comparison
FMIEX's dividend yield for the trailing twelve months is around 4.95%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.95% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
FMIEX vs. MFWIX - Drawdown Comparison
The maximum FMIEX drawdown since its inception was -49.85%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for FMIEX and MFWIX.
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Drawdown Indicators
| FMIEX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.85% | -33.01% | -16.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -6.85% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -20.22% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -23.36% | -15.97% |
Current DrawdownCurrent decline from peak | -5.84% | -6.50% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -3.83% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.74% | +0.30% |
Volatility
FMIEX vs. MFWIX - Volatility Comparison
Wasatch Global Value Fund Investor Class Shares (FMIEX) has a higher volatility of 3.51% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that FMIEX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIEX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 3.04% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.70% | 5.25% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 8.85% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 9.09% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 9.60% | +6.13% |